The composable strategy engine uses period-end price + timestamp only. Broker adapter already provides close inside candles — no multi-broker rewrite needed (customer deferred #22, #23, #28).
Scope:
- Document and export a small PriceBar (or equivalent): { timestamp, price } derived from adapter Candle.close
- Helper: candles_to_price_series(candles) -> list[PriceBar]
- Confirm T-Bank mapping: close = period close price, timestamps UTC-consistent with data loader
- Update docs/broker_adapter_description.md with strategy-pipeline contract
Definition of Done:
- Typed helper in src/broker_adapter/ (or shared src/engine/ types if agreed with Philip)
- Unit test: sample T-Bank candle → correct (timestamp, price)
- No changes required to Data Loader storage format
- Multi-broker factory / second adapter out of scope
The composable strategy engine uses period-end price + timestamp only. Broker adapter already provides close inside candles — no multi-broker rewrite needed (customer deferred #22, #23, #28).
Scope:
Definition of Done: